My client .ovpn profile had an embedded unencrypted client key and I've become concerned of its protection because I own Windows Home and FS encryption or Bitlocker are unavailable in this version.
I encrypted the key with:
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openssl rsa -aes256 -in your.key -out your.encrypted.key
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key your.encrypted.key
OpenVPN GUI still works with the same profile: it prompts for the key password as expected.

OpenVPN Connect version 3.4.0